My first reaction was that the characterisic curve of a low voltage zener was very soft, as intimated by Mr Al.
Many years ago I had a bad experience with low voltage zeners due to this very problem.
However, looking at the datasheets and from your experience it looks a though these zeners are much better than those from the "middle ages"!
It sounds as though you have a cheap imitation or a reject which has been labeled in a 3rd world back street knock off sweat shop!
JimB